Essays about: "Mats Kronborg"

Found 1 essay containing the words Mats Kronborg.

  1. 1. Performance Evaluation of European Green Mutual Funds - Is There an Economic Trade-Off?

    University essay from

    Author : Emil Andreasson; Mats Kronborg; [2017-06-27]
    Keywords : Green Funds; Conventional Funds; Performance Evaluation; European Focus; Risk-Adjustment Returns; Sharpe Ratio;

    Abstract : In this thesis, we investigate the financial performance of European green and conventional mutual equity funds over the 2007 – 2017 period. We applied the Carhart (1997) four-factor model over three different periods, and find evidence that the risk-adjusted alphas are not statistically different. READ MORE